I assume you want $X\sim\mathit{Exp}(\lambda)$, not $X\sim Exp(\lambda)$. The italic font you get with $Exp$ would be correct only if each letter was a separate mathematical symbol (for instance, if they were three variables being multiplied together). Also, I don't know what the convention is, but I think that $X\sim N(\mu,\sigma^{2})$ is perfectly readable without any extra space.
–
MSCFeb 17 '13 at 20:18

MSC: thanks, that is obviously correct - if the italic font is desired in that context, it ought to be done using \mathit. On the other hand I don't think I've ever seen anybody use that! Which suggests the times I have seen e.g. Exp written in italic, it may have been from laziness rather than a conscious style choice. As for the spacing I have seen both with and without a space...
–
SilverfishFeb 18 '13 at 8:51

This question appears to be off-topic because it is about mathematical notation itself, not how to implement a particular notation in (La)TeX.
–
Joseph Wright♦Aug 7 '13 at 11:38